schedule of investments fiscal year 2011 - State of Wisconsin ...

FIXED INCOME
CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, 2011
NAME COUPON RATE MATURITY RATING COST FAIR VALUE
ENERGY FUTURE HOLDINGS CORP.................. 6.500 11/15/2024 CC 3,056,698 1,767,500
ENERGY FUTURE HOLDINGS CORP.................. 6.550 11/15/2034 CC 385,239 232,750
ENTERPRISE PRODUCTS OPERATING.............. 3.200 2/1/2016 BBB- 2,997,030 3,037,444
ENTERPRISE PRODUCTS OPERATING.............. 6.300 9/15/2017 BBB- 10,292,131 10,348,941
ENTERPRISE PRODUCTS OPERATING.............. 7.550 4/15/2038 BBB- 5,978,550 6,012,168
ENTERPRISE PRODUCTS OPERATING.............. 9.750 1/31/2014 BBB- 12,172,400 11,955,827
ENTRAVISION COMMUNICATIONS COR.......... 8.750 8/1/2017 B 1,423,563 1,371,375
ERP OPERATING LP.............................................. 5.250 9/15/2014 BBB+ 2,042,168 2,175,332
ESKOM HOLDINGS LIMITED............................... 5.750 1/26/2021 BBB+ 4,070,193 4,233,250
EUROPEAN BANK FOR RECONSTRUCTI.......... 7.200 6/8/2016 NR 593,677 586,169
EUROPEAN INVESTMENT BANK....................... 1.250 9/20/2012 AAA 16,614,462 25,089,748
EUROPEAN INVESTMENT BANK....................... 11.250 2/14/2013 AAA 8,279,125 9,260,656
EUROPEAN INVESTMENT BANK....................... ZERO COUPON 4/24/2013 AAA 752,839 949,319
EUROPEAN INVT BK BDS.................................... 6.250 4/15/2014 AAA 4,044,189 3,589,798
EVERGRANDE REAL ESTATE G......................... 13.000 1/27/2015 BB- 103,000 102,542
EVRAZ GROUP SA................................................. 6.750 4/27/2018 B+ 439,000 439,000
EXELON GENERATION CO LLC......................... 4.000 10/1/2020 BBB 9,842,200 9,473,357
EXELON GENERATION CO LLC......................... 5.200 10/1/2019 BBB 5,021,420 5,218,291
EXELON GENERATION CO LLC......................... 6.200 10/1/2017 BBB 29,729,918 29,430,331
EXPORT-IMPORT BANK OF KOREA.................. 4.000 11/26/2015 A 6,919,811 6,499,689
EXPORT-IMPORT BANK OF KOREA.................. 6.600 11/4/2013 A 1,042,601 1,068,649
EXPORT-IMPORT BANK OF KOREA.................. 8.125 1/21/2014 A 926,503 1,061,558
EXPRESS LLC / EXPRESS FINANCE................... 8.750 3/1/2018 B+ 827,813 864,000
EXTERRAN HOLDINGS INC................................. 7.250 12/1/2018 BB 2,750,000 2,777,500
FAIRPOINT COMMUNICATIONS INC/O............. 13.125 4/2/2018 NR 2,493,801 39,857
FED REPUBLIC OF BRAZIL.................................. 10.250 6/17/2013 BBB- 3,645,000 3,540,000
FED REPUBLIC OF BRAZIL BDS......................... 11.000 1/11/2012 BBB- 1,592,980 1,459,069
FEDERAL EXPRESS 98-1 CTF 1A........................ 6.720 1/15/2022 A- 2,066,656 2,217,644
FEDERAL HOME LN BK CONS BD..................... 3.625 10/18/2013 AGY 19,942,400 21,336,520
FEDERAL HOME LN BK CONS BD..................... 4.875 12/13/2013 AGY 9,864,700 10,985,406
FEDERAL HOME LN BK CONS BD..................... 4.875 11/27/2013 AGY 4,878,970 5,479,122
FEDERAL HOME LN BK CONS BD..................... 5.250 12/11/2020 AGY 31,670,700 34,167,222
FEDERAL HOME LN BK CONS BD..................... 5.250 9/13/2013 AGY 10,197,200 10,994,148
FEDERAL HOME LN BK CONS BD..................... 5.375 6/13/2014 AGY 19,804,800 22,508,976
FEDERAL HOME LN BK CONS BD..................... 5.625 3/14/2036 AGY 10,474,400 11,202,920
FEDERAL HOME LN MTG CORP......................... 4.500 4/2/2014 AGY 10,249,000 10,963,829
FEDERAL HOME LN MTG CORP......................... 5.250 4/18/2016 AGY 15,995,402 17,322,726
FEDERAL NATL MTG ASSN................................ 3.000 9/16/2014 AGY 34,905,500 37,087,901
FEDERAL NATL MTG ASSN................................ 4.000 4/8/2013 AGY 5,836,664 6,246,324
FEDERAL NATL MTG ASSN................................ 5.375 6/12/2017 AGY 19,996,875 23,281,236
FEDERATIVE REPUBLIC OF BRAZIL................. 5.875 1/15/2019 BBB- 870,839 981,622
FEDEX CORP.......................................................... 8.000 1/15/2019 BBB 1,992,043 2,043,927
FELCOR LODGING LP........................................... 6.750 6/1/2019 B- 1,848,750 1,776,000
FERRELLGAS LP / FERRELLGAS FIN................. 9.125 10/1/2017 B+ 840,000 859,000
FERRELLGAS PARTNERS LP / FERRE............... 8.625 6/15/2020 B- 1,300,000 1,371,500
FERREXPO FINANCE PLC.................................... 7.875 4/7/2016 B+ 381,000 391,973
FHLMC POOL #1J-1056....................................... VARIABLE RATE 5/1/2038 AGY 2,285,908 2,300,062
FHLMC POOL #1Q-1114...................................... VARIABLE RATE 3/1/2038 AGY 2,086,330 2,090,552
FHLMC POOL #G1-1713...................................... 5.500 6/1/2020 AGY 11,577,920 11,733,986
FHLMC POOL #G1-3700...................................... 5.500 7/1/2022 AGY 11,156,708 11,321,950
FHLMC POOL #G1-8006...................................... 5.500 8/1/2019 AGY 3,164,946 3,215,107
FHLMC POOL #H0-1774...................................... 6.500 9/1/2037 AGY 656,639 688,519
FHLMC POOL #H0-9158...................................... 6.500 10/1/2037 AGY 358,976 376,349
FHLMC POOL #H0-9197...................................... 6.500 10/1/2038 AGY 856,320 897,893
FHLMC MULTICLASS CTFS T-051...................... 6.500 9/25/2043 AGY 402,519 405,822
FIDELITY NATIONAL INFORMATION................ 7.625 7/15/2017 BB- 400,000 424,500
FIFTH THIRD BANCORP....................................... 8.250 3/1/2038 BBB- 2,204,431 2,642,409
FINLAND (REP OF)................................................ 4.250 7/4/2015 AAA 1,368,348 1,367,555
FINLAND (REPUBLIC OF) SNR BDS................... 3.875 9/15/2017 AAA 1,167,283 1,225,715
FINNISH GOVERNMENT...................................... 3.500 4/15/2021 AAA 5,831,126 5,788,384
- 68 - STATE OF WISCONSIN INVESTMENT BOARD